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VPC vs. PEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VPC vs. PEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Private Credit Strategy ETF (VPC) and ProShares Global Listed Private Equity ETF (PEX). The values are adjusted to include any dividend payments, if applicable.

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VPC vs. PEX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
VPC
Virtus Private Credit Strategy ETF
-11.66%-6.75%10.52%22.20%-11.70%34.18%-9.50%9.32%
PEX
ProShares Global Listed Private Equity ETF
-13.96%0.21%13.05%23.11%-25.98%28.34%-1.14%15.41%

Returns By Period

In the year-to-date period, VPC achieves a -11.66% return, which is significantly higher than PEX's -13.96% return.


VPC

1D
2.93%
1M
-0.03%
YTD
-11.66%
6M
-12.28%
1Y
-16.52%
3Y*
2.20%
5Y*
2.19%
10Y*

PEX

1D
2.67%
1M
-6.84%
YTD
-13.96%
6M
-15.90%
1Y
-12.72%
3Y*
4.51%
5Y*
0.04%
10Y*
4.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VPC vs. PEX - Expense Ratio Comparison

VPC has a 5.53% expense ratio, which is higher than PEX's 3.13% expense ratio.


Return for Risk

VPC vs. PEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VPC
VPC Risk / Return Rank: 11
Overall Rank
VPC Sharpe Ratio Rank: 00
Sharpe Ratio Rank
VPC Sortino Ratio Rank: 11
Sortino Ratio Rank
VPC Omega Ratio Rank: 11
Omega Ratio Rank
VPC Calmar Ratio Rank: 22
Calmar Ratio Rank
VPC Martin Ratio Rank: 11
Martin Ratio Rank

PEX
PEX Risk / Return Rank: 22
Overall Rank
PEX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
PEX Sortino Ratio Rank: 22
Sortino Ratio Rank
PEX Omega Ratio Rank: 22
Omega Ratio Rank
PEX Calmar Ratio Rank: 33
Calmar Ratio Rank
PEX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VPC vs. PEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Private Credit Strategy ETF (VPC) and ProShares Global Listed Private Equity ETF (PEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


VPCPEXDifference

Sharpe ratio

Return per unit of total volatility

-1.00

-0.68

-0.32

Sortino ratio

Return per unit of downside risk

-1.30

-0.87

-0.43

Omega ratio

Gain probability vs. loss probability

0.83

0.89

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.74

-0.54

-0.20

Martin ratio

Return relative to average drawdown

-1.75

-1.39

-0.36

VPC vs. PEX - Sharpe Ratio Comparison

The current VPC Sharpe Ratio is -1.00, which is lower than the PEX Sharpe Ratio of -0.68. The chart below compares the historical Sharpe Ratios of VPC and PEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VPCPEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.00

-0.68

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.00

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.25

-0.06

Correlation

The correlation between VPC and PEX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

VPC vs. PEX - Dividend Comparison

VPC's dividend yield for the trailing twelve months is around 17.77%, more than PEX's 13.04% yield.


TTM20252024202320222021202020192018201720162015
VPC
Virtus Private Credit Strategy ETF
17.77%14.33%11.26%11.71%10.74%6.31%10.06%8.19%0.00%0.00%0.00%0.00%
PEX
ProShares Global Listed Private Equity ETF
13.04%12.80%14.11%13.02%1.77%13.64%5.52%7.94%4.72%24.26%3.24%12.50%

Drawdowns

VPC vs. PEX - Drawdown Comparison

The maximum VPC drawdown since its inception was -53.45%, which is greater than PEX's maximum drawdown of -49.17%. Use the drawdown chart below to compare losses from any high point for VPC and PEX.


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Drawdown Indicators


VPCPEXDifference

Max Drawdown

Largest peak-to-trough decline

-53.45%

-49.17%

-4.28%

Max Drawdown (1Y)

Largest decline over 1 year

-22.76%

-24.72%

+1.96%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-36.58%

+11.72%

Max Drawdown (10Y)

Largest decline over 10 years

-49.17%

Current Drawdown

Current decline from peak

-21.75%

-22.24%

+0.49%

Average Drawdown

Average peak-to-trough decline

-7.41%

-8.08%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.59%

9.64%

-0.05%

Volatility

VPC vs. PEX - Volatility Comparison

The current volatility for Virtus Private Credit Strategy ETF (VPC) is 5.51%, while ProShares Global Listed Private Equity ETF (PEX) has a volatility of 6.62%. This indicates that VPC experiences smaller price fluctuations and is considered to be less risky than PEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VPCPEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

6.62%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

11.91%

-1.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

18.91%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

17.81%

-4.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.68%

19.38%

+1.30%